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IS3L.DE vs. JPPS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3L.DE vs. JPPS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Ultrashort Bond UCITS ETF USD (Dist) (IS3L.DE) and JPM USD Ultra-Short Income Active UCITS ETF USD Dist (JPPS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IS3L.DE achieves a 5.03% return, which is significantly higher than JPPS.DE's 4.69% return.


IS3L.DE

1D
0.09%
1M
1.67%
6M
3.08%
YTD
5.03%
1Y
5.65%
3Y*
4.45%
5Y*
4.50%
10Y*
2.38%

JPPS.DE

1D
0.07%
1M
1.58%
6M
3.03%
YTD
4.69%
1Y
5.51%
3Y*
4.43%
5Y*
4.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3L.DE vs. JPPS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IS3L.DE
iShares $ Ultrashort Bond UCITS ETF USD (Dist)
5.03%-7.06%11.88%1.83%7.62%8.58%-7.79%5.65%10.38%
JPPS.DE
JPM USD Ultra-Short Income Active UCITS ETF USD Dist
4.69%-6.60%11.60%1.47%7.22%8.57%-6.84%5.86%-10.93%

Correlation

The correlation between IS3L.DE and JPPS.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 15, 2018

0.81

The correlation between IS3L.DE and JPPS.DE shifts across timeframes, from 0.81 (all time) to 0.99 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IS3L.DE vs. JPPS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IS3L.DE
IS3L.DE Risk / Return Rank: 3535
Overall Rank
IS3L.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IS3L.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IS3L.DE Omega Ratio Rank: 3030
Omega Ratio Rank
IS3L.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
IS3L.DE Martin Ratio Rank: 3636
Martin Ratio Rank

JPPS.DE
JPPS.DE Risk / Return Rank: 3636
Overall Rank
JPPS.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
JPPS.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
JPPS.DE Omega Ratio Rank: 3131
Omega Ratio Rank
JPPS.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
JPPS.DE Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IS3L.DE vs. JPPS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Ultrashort Bond UCITS ETF USD (Dist) (IS3L.DE) and JPM USD Ultra-Short Income Active UCITS ETF USD Dist (JPPS.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IS3L.DEJPPS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.16

1.17

0.00

Calmar ratioReturn relative to maximum drawdown

1.70

1.69

0.00

Martin ratioReturn relative to average drawdown

4.09

4.12

-0.03

IS3L.DE vs. JPPS.DE - Sharpe Ratio Comparison

The current IS3L.DE Sharpe Ratio is 0.96, which is comparable to the JPPS.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of IS3L.DE and JPPS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IS3L.DE vs. JPPS.DE - Drawdown Comparison

The maximum IS3L.DE drawdown since its inception was -28.17%, which is greater than JPPS.DE's maximum drawdown of -19.53%. Use the drawdown chart below to compare losses from any high point for IS3L.DE and JPPS.DE.


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Drawdown Indicators


IS3L.DEJPPS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.17%

-19.53%

-8.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-3.24%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-11.38%

-11.23%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-11.38%

-11.65%

+0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-19.28%

Current Drawdown

Current decline from peak

-4.72%

-4.58%

-0.14%

Average Drawdown

Average peak-to-trough decline

-9.18%

-7.07%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.33%

+0.05%

Volatility

IS3L.DE vs. JPPS.DE - Volatility Comparison

iShares $ Ultrashort Bond UCITS ETF USD (Dist) (IS3L.DE) and JPM USD Ultra-Short Income Active UCITS ETF USD Dist (JPPS.DE) have volatilities of 1.14% and 1.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3L.DEJPPS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.11%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.16%

4.08%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

5.95%

5.85%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.42%

7.41%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.53%

9.38%

+1.15%

IS3L.DE vs. JPPS.DE - Expense Ratio Comparison

IS3L.DE has a 0.09% expense ratio, which is lower than JPPS.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IS3L.DE vs. JPPS.DE - Dividend Comparison

IS3L.DE's dividend yield for the trailing twelve months is around 4.24%, more than JPPS.DE's 4.03% yield.


PositionTTM20252024202320222021202020192018201720162015
IS3L.DE
iShares $ Ultrashort Bond UCITS ETF USD (Dist)
4.24%4.74%5.44%5.05%1.59%0.47%1.64%2.71%2.19%1.45%0.97%0.72%
JPPS.DE
JPM USD Ultra-Short Income Active UCITS ETF USD Dist
4.03%4.47%5.12%4.54%1.19%0.64%2.07%2.65%1.77%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, IS3L.DE and JPPS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IS3L.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3L.DE is cheaper with a 0.09% expense ratio, compared with 0.18% for JPPS.DE.

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.09% for IS3L.DE and 0.18% for JPPS.DE.

Portfolio Optimizer

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